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subject:"Black-Scholes model"
~subject:"Index-Futures"
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Black-Scholes model
Index-Futures
Optionsgeschäft
4,933
Option trading
4,910
Optionspreistheorie
2,882
Option pricing theory
2,867
Volatilität
1,291
Volatility
1,286
Theorie
1,030
Theory
1,030
Derivat
1,001
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1,001
Hedging
542
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472
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471
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467
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409
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Black-Scholes-Modell
402
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291
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291
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289
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251
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250
Aktienoption
237
Stock option
228
Index futures
215
Optionshandel
213
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205
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205
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Perrakis, Stylianos
9
Ryu, Doojin
9
Zhang, Jin E.
6
Constantinides, George M.
5
Jackwerth, Jens Carsten
5
Kühn, Christoph
5
Orosi, Greg
5
Singh, Vipul Kumar
5
Wystup, Uwe
5
Zanette, Antonino
5
Andersen, Torben
4
Chance, Don M.
4
Czerwonko, Michal
4
Fusai, Gianluca
4
Fusari, Nicola
4
Gehricke, Sebastian A.
4
Griebsch, Susanne
4
Kim, Sol
4
Ko, Bangwon
4
Kōnstantinidēs, Giōrgos
4
Lee, Hangsuck
4
Lieberman, Offer
4
Phillips, Peter C. B.
4
Pirjol, Dan
4
Shaikh, Imlak
4
Zhu, Lingjiong
4
Agrawal, Puja
3
Alexander, Carol
3
Alghalith, Moawia
3
Alòs, Elisa
3
Bernales, Alejandro
3
Brunetti, Marianna
3
Carr, Peter
3
Chan, Leunglung
3
De Luca, Roberta
3
Frey, Rüdiger
3
Fukasawa, Masaaki
3
Gamba, Andrea
3
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3
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1
Eberhard Karls Universität Tübingen
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
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International journal of theoretical and applied finance
23
The journal of futures markets
15
Review of derivatives research
14
Applied mathematical finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
The journal of computational finance
11
Computational economics
10
International journal of financial engineering
10
International review of economics & finance : IREF
10
Journal of banking & finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
7
Finance research letters
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Finance and stochastics
6
International review of financial analysis
6
Journal of derivatives & hedge funds
6
The review of financial studies
5
Theoretical economics letters
5
Asia-Pacific financial markets
4
Asia-Pacific journal of financial studies
4
Finanzmarkt und Portfolio-Management
4
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of quantitative finance and accounting
4
The European journal of finance
4
Working papers
4
Annals of finance
3
Applied economics letters
3
Applied financial economics
3
Cogent economics & finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
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ECONIS (ZBW)
599
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61
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam
;
Lockwood, Jimmy
;
Lockwood, Larry Joseph
; …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
Saved in:
62
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
63
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
64
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
65
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
66
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
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67
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
68
Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
Saved in:
69
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
70
Short-maturity asymptotics for option prices with interest rate effects
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500189
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